Analytic solution for ratchet guaranteed minimum death benefit options under a variety of mortaility laws
Eric R. Ulm
| Year of publication: |
2014
|
|---|---|
| Authors: | Ulm, Eric R. |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 58.2014, p. 14-23
|
| Subject: | Variable annuities | Laplace transforms | Partial differential euqations | Guaranteed minimum death benefits | Closed form solutions | Lebensversicherung | Life insurance | Sterblichkeit | Mortality | Optionspreistheorie | Option pricing theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010437644